+153.3%
CNC vs HAS
+102.6%
+50.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +4.0% | +3.3% | +0.8% | +3.4% |
| 30D | +7.4% | +30.5% | -23.2% | +1.4% |
| 3M | +5.4% | +29.9% | -24.5% | -0.5% |
| 6M | +25.4% | +26.5% | -1.1% | +18.7% |
| YTD | +70.6% | +51.9% | +18.6% | +54.6% |
| 1Y | +104.9% | +60.9% | +44.0% | +83.5% |
| 3Y | -2.3% | +215.0% | -217.3% | -27.1% |
| 5Y | -6.5% | +51.5% | -58.0% | -17.6% |
| 10Y | +153.3% | +102.2% | +51.0% | +95.5% |
| All | +153.3% | +102.6% | +50.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling